Cimentas Izmir (Turkey) Alpha and Beta Analysis
| CMENT Stock | TRY 427.50 19.00 4.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cimentas Izmir Cimento. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cimentas Izmir over a specified time horizon. Remember, high Cimentas Izmir's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Cimentas Izmir's market risk premium analysis include:
Beta 0.35 | Alpha (0.06) | Risk 3.71 | Sharpe Ratio 0.0437 | Expected Return 0.16 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Cimentas Izmir Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cimentas Izmir market risk premium is the additional return an investor will receive from holding Cimentas Izmir long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Cimentas Izmir. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Cimentas Izmir's performance over market.| α | -0.06 | β | 0.35 |
Cimentas Izmir expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Cimentas Izmir's Buy-and-hold return. Our buy-and-hold chart shows how Cimentas Izmir performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cimentas Izmir Market Price Analysis
Market price analysis indicators help investors to evaluate how Cimentas Izmir stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cimentas Izmir shares will generate the highest return on investment. By understating and applying Cimentas Izmir stock market price indicators, traders can identify Cimentas Izmir position entry and exit signals to maximize returns.
Cimentas Izmir Return and Market Media
The median price of Cimentas Izmir for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 387.25 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 22.81, arithmetic mean of 391.39, and mean deviation of 18.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cimentas Izmir Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Cimentas or other stocks. Alpha measures the amount that position in Cimentas Izmir Cimento has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Cimentas Izmir in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Cimentas Izmir's short interest history, or implied volatility extrapolated from Cimentas Izmir options trading.
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Other Information on Investing in Cimentas Stock
Cimentas Izmir financial ratios help investors to determine whether Cimentas Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Cimentas with respect to the benefits of owning Cimentas Izmir security.